Is wifi really the only way to send wireless data from iPhone to arduino?

If you have a newer iPhone (4S or later), with Bluetooth V4, iOS 5+ supports serial communication over BLE (Bluetooth Low Energy). There are a couple of BLE shields now available.

http://www.seeedstudio.com/depot/bluetooth-low-energy-shield-p-1255.html?cPath=132_134

http://www.kickstarter.com/projects/rowdyrobot/arduino-ble-shield-connecting-the-ios-and-the-ardu?ref=card

Texas Instruments has published some demo code - http://processors.wiki.ti.com/index.php/Category:IPhone4SBLEDemo